+3,690.5%
REGN vs UL
+2,192.9%
+1,497.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.3% |
| 7D | -6.0% | -4.1% | -1.9% | -4.6% |
| 30D | -0.4% | -1.2% | +0.8% | 0.0% |
| 3M | +32.0% | +6.0% | +26.0% | +29.1% |
| 6M | +3.0% | -5.5% | +8.5% | +4.5% |
| YTD | +3.2% | -3.3% | +6.5% | +3.7% |
| 1Y | +43.4% | -9.8% | +53.2% | +47.4% |
| 3Y | -3.6% | +20.1% | -23.7% | -10.9% |
| 5Y | +23.1% | +19.2% | +3.9% | +12.2% |
| 10Y | +108.3% | +65.4% | +42.9% | +64.7% |
| All | +3,690.5% | +2,192.9% | +1,497.6% | +907.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling